+5,561.3%
CAT vs A
+457.0%
+5,104.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | -6.6% | +6.9% | -13.5% | -8.7% |
| 3M | -13.3% | +9.2% | -22.5% | -16.0% |
| 6M | +11.6% | +25.7% | -14.1% | +2.6% |
| YTD | +42.9% | +11.5% | +31.4% | +36.3% |
| 1Y | +95.4% | +18.4% | +77.1% | +82.3% |
| 3Y | +196.6% | +26.6% | +170.0% | +167.7% |
| 5Y | +321.7% | -12.8% | +334.5% | +320.0% |
| 10Y | +1,140.8% | +247.2% | +893.6% | +709.1% |
| All | +5,561.3% | +457.0% | +5,104.3% | +2,155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling